Acta mathematica scientia,Series B ›› 2005, Vol. 25 ›› Issue (1): 179-192.

• Articles • Previous Articles    

LOCAL INFLUENCE ASSESSMENT IN A MULTIVARIATE t-MODEL WITH RAO’S SIMPLE STRUCTURE

 JU Qing-Meng, ZHANG Fu-Xiong   

  • Online:2005-01-20 Published:2005-01-20
  • Supported by:

    The subject is supported by Mathematics Timyuan
    Foundation (2003)

Abstract:

The local influence analysis is an important problem in statistical inference
and some models have been discussed in many literatures[1−5] . This paper deals with
the problem of assessing local influences in a multivariate t-model with Rao’s simple struc-
ture(RSS). Based on Cook’s likelihood displacement, the effects of some minor perturbation
on the statistical inference is assessed. As an application, a common covariance-weighted
perturbation is thoroughly discussed.

Key words: Multivariate t-model;Rao’s simple structure;!-model, likelihood displace-
ment, MLE

CLC Number: 

  • 62H
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